| 平衡损失函数下的信度模型 |
| |
| 引用本文： | 温利民,林霞,王静龙.平衡损失函数下的信度模型[J].应用概率统计,2009,25(5):553-560. |
| |
| 作者姓名： | 温利民 林霞 王静龙 |
| |
| 作者单位： | 1. 江西师范大学数学与信息科学学院,南昌,330022;华东师范大学金融与统计学院,上海,200241
2. 华东师范大学金融与统计学院,上海,200241 |
| |
| 基金项目： | 国家自然科学基金，华东师范大学优秀博士基金 |
| |
| 摘 要： | 保险公司对保费进行定价时,一般是有一个目标保费. 本文结合信度定价原理, 考虑保费的目标估计,得到平衡损失函数下的信度估计. 并对其未知参数进行估计,得到相应的经验Bayes信度估计.
|
| 关 键 词： | 目标估计 信度原理 平衡损失函数. |
The Credibility Model under Balance Loss Function |
| |
| WEN LIMIN,LIN XIA,WANG JINGLONG.The Credibility Model under Balance Loss Function[J].Chinese Journal of Applied Probability and Statisties,2009,25(5):553-560. |
| |
| Authors: | WEN LIMIN LIN XIA WANG JINGLONG |
| |
| Institution: | School of Mathematics and Information Science, Jiangxi Normal University
School of Finance and Statistics, East China Normal University |
| |
| Abstract: | When the insurance company determine thepremium of corresponding risks, the target premium will be usuallyconsidered. In this article, we derived the credibility estimatorsunder the balanced loss function by means of credibility theory. Wealso estimated the unknown parameters and got the empirical Bayescredibility estimators. Finally, we simulated the results under thenormal case which showed the desired conclusions. |
| |
| Keywords: | Target estimator credibility theory balanced loss function |
| 本文献已被 万方数据 等数据库收录！ |
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
|
